Controlled Markov processes and viscosity solutions

Controlled Markov processes and viscosity solutions

書目詳細資料
主要作者: Fleming, Wendell Helms 1928-
其他作者: Soner, H. Mete
格式: 圖書
語言:English
出版: New York Springer-Verlag 1993.
叢編:Applications of mathematics 25
主題:
Markov processes.
Stochastic control theory.
Viscosity solutions.